Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48351.51 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44289.91 Kr¶

PnL: ---------------------------------------> -766.09 Kr¶

DD now: ---------------------------------> -8.977 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 12:09:40.353551'

Anic Portfolio¶

Today¶

Return: 0.079 %¶

This Week¶

Return: -1.93 %¶

Total portfolio value¶

Return including deposits: 58.29 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.700000 1617.120000 148.120000 10.080000 1468.999998
Hexatronic Group 12 6.330000 1060.320000 93.320000 9.650000 966.999996
Hoist Finance 35 0.170000 1015.000000 35.000000 3.570000 980.000000
OX2 13 0.070000 972.400000 22.400000 2.360000 949.999999
INVISIO 16 1.310000 3704.000000 15.000000 0.410000 3689.000000
Clas Ohlson B 12 5.800000 985.800000 12.800000 1.320000 972.999996
VEF 909 1.690000 1861.630000 11.630000 0.630000 1850.000436
BioGaia B 8 3.160000 940.000000 10.000000 1.080000 930.000000
Gränges 9 2.160000 936.000000 8.000000 0.860000 927.999999
Atrium Ljungberg B 5 -2.640000 939.500000 4.500000 0.480000 935.000000
HEXPOL B 9 1.520000 1024.200000 3.200000 0.310000 1020.999996
Sagax B 4 0.140000 856.800000 2.800000 0.330000 854.000000
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
Catena 2 -0.400000 794.000000 2.000000 0.250000 792.000000
JM 6 -0.960000 864.000000 0.000000 0.000000 864.000000
Bilia A 8 1.000000 887.200000 -12.800000 -1.420000 900.000000
AcadeMedia 8 -2.920000 388.320000 -13.680000 -3.400000 402.000000
Byggmax Group 33 2.150000 940.500000 -15.500000 -1.620000 956.000001
Biotage 7 -1.200000 918.400000 -22.600000 -2.400000 940.999997
SKF B 5 1.670000 915.250000 -24.750000 -2.630000 940.000000
Addnode Group B 11 1.750000 894.300000 -26.700000 -2.900000 921.000003
Creaspac SPAC 39 0.110000 3689.400000 -28.600000 -0.770000 3717.999987
ASSA ABLOY B 3 -0.400000 750.000000 -29.000000 -3.720000 779.000001
EQT 4 0.480000 797.000000 -35.000000 -4.210000 832.000000
Alimak Group 11 0.870000 891.000000 -37.000000 -3.990000 927.999996
Nordic Waterproofing Holding 7 -0.600000 928.200000 -38.800000 -4.010000 966.999999
Latour B 4 1.190000 815.600000 -41.400000 -4.830000 857.000000
Vitec Software Group B 2 1.770000 1035.000000 -52.000000 -4.780000 1087.000000
Bufab 3 1.620000 1051.800000 -57.200000 -5.160000 1109.000001
Platzer Fastigheter Holding B 12 -0.660000 902.400000 -58.600000 -6.100000 960.999996
Indutrade 5 0.300000 1156.500000 -61.500000 -5.050000 1218.000000
Orrön Energy 180 0.230000 1956.600000 -86.400000 -4.230000 2043.000000
Sedana Medical 93 0.160000 2399.400000 -121.600000 -4.820000 2521.000011
BHG Group 97 -0.080000 1291.070000 -167.930000 -11.510000 1458.999989
Hexagon B 26 0.160000 3255.200000 -205.800000 -5.950000 3461.000010
TOTAL 44289.910000 -766.090000 -8.97743% 45056.000411

Updated:¶

'2023-07-07 12:09:58.632971'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶